Lionel Martellini presenting paper at inflation risk management conference in New York on 10 February, 2009

Lionel Martellini, Scientific Director of the EDHEC Risk and Asset Management Research Centre, will be participating in a conference on Inflation-Indexed Securities and Inflation Risk Management at the Federal Reserve Bank of New York on 10 February, 2009, where he will be presenting a paper entitled, "Inflation-Hedging Properties of Real Assets and Implications for Asset-Liability Management Decisions", co-authored with Noël Amenc, Director of the EDHEC Risk and Asset Management Research Centre, and Volker Ziemann, Senior Research Engineer. This paper was sponsored by Morgan Stanley Investment Management as part of the EDHEC-Morgan Stanley Investment Management "Financial Engineering and Global Alternative Portfolios for Institutional Investors" research chair.

The conference will bring together experts in inflation pricing and hedging, inflation-indexed issuer asset-liability management, and macroeconomics. Participants will include leading academics, current and former Federal Reserve and Treasury officials, and practitioners.